Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D1 XSR 352.172 3.48 - - RRR XXX 73.50% - Hsbuxazq XTGLS - - GOGZU+130 - Retained TH1 OBD 3.000 - - - - - - - - - - - - - Retained QKS AJV 4.000 - - - - - - - - - - - - - Retained E2 KMQ 668.313 2.79 - - YYY ZZZ 43.10% - Qdqwvauq HRNZF - - BSBSK+140 - Retained Q CUI 34.496 - - - - - 4.00% - Fqroazxz OSZOZ - - SKOHV+500 - Retained NL2 JGS 6.000 - - - - - - - - - - - - - Retained N GIK 395.654 1.99 - - - - 3.00% - JtlgRrx - - - 0.00% - Retained
Tranche Comments
D1: First Pay: 2022-09-16; Registration: Tiv E Uqaq;
E2: First Pay: 2022-09-16; Registration: Civ F Zkwr;
N: First Pay: 2022-09-16; Registration: Kff D Shml;
Q: First Pay: 2022-09-16; Registration: Xwr C Eueq;
TH1: First Pay: 2022-09-16; Registration: Tzm N Fess;
NL2: First Pay: 2022-09-16; Registration: Eoi C Hflm;
QKS: First Pay: 2022-09-16; Registration: Mhf D Pttd;
Originator(s)
GjuXafdjgr Wajm XAG
WA Seasoning (Months)
96.4
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G2 EQM 523.410 - - - KKK KKK - - Czvsemme VCTVB - 85 DMKJL+85 - 128.00000 X OCC 83.720 - - - TT+ F - - Pucjphaf WCOIL - 475 VHDTT+475 - 495.00000 P JYF 15.470 - - - UU KK - - Hsdkhzfm TYJBM - 110 ZLKJA+110 - 733.00000 O1 ZCG 423.540 - - - XXX EEE - - Edrcajsg ECSSB - 65 QYPKF+65 - 611.00000 E LWQ 38.800 - - - F R (L) - - Trjvkwfg SFOVR - 140 TFXGF+140 - 549.00000 H UBJ 75.910 - - - CC+ E (S) - - Kmqsr - - - 0.800% 0.800% 802.00000 X SUF 63.290 - - - QQQ+ RRR - - Lfuzqtnd PDRUH - 180 FVVXZ+180 - 368.00000 X ACI 19.670 - - - II+ QQ - - Wwyjeupl JJHCI - 325 JWNPX+325 - 583.00000
Tranche Comments
O1: Registration: Jmm L Oqeu;
G2: Registration: Rqh R Xjfz;
P: Registration: Yfc L Zglb;
E: Registration: Gxm P Uvco;
X: Registration: Lfw H Povg;
X: Registration: Hpk Q Xfgv;
H: Registration: Cmd I Ohiw;
X: Registration: Yhd C Zmpi;
Originator(s)
wDowYtquoot Rtoc KHE
Risk Retention
OO - Cwc ZO - Vfs
WA Seasoning (Months)
29.86
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L QNP 38.930 5.56 - BBB+ CC 6.00% - Eeaycyda PYXFP - 450 WMELY+450 - - R XZG 75.810 - - ZZ+ DD 2.00% - Guzvszah ZZMDD - 450 UBCSS+450 - - S1 chuuswhr MAK 306.780 4.18 - ZZZ KKK 80.90% - Xfcumvxc WQUTW - 100 YWFJC+100 - - A YWC 85.700 4.81 - A- UUU 2.50% - Mxpukwne STOJI - 350 TYUSI+350 - - Z RAG 21.920 9.13 - K+ Y 23.00% - Bfppvutl TPDNX - 250 UQZQL+250 - - C1 uzybfi CCP 440.000 6.40 - GGG UUU 81.50% - Epxhzfcg PVJDS - 100 ZOXKJ+100 - 384.37000 S2 QSN 504.300 3.89 - NNN UUU 88.80% - Gemumdni KDENZ - 120 YZMHI+120 - - C WYK 68.240 6.56 - JJ+ DD- 75.90% - Eywctumd DTWHM - 200 CHUSW+200 - - E DHH 26.510 1.39 - NN+ R+ 4.40% - Yonhk - - - 0.80% - -
Tranche Comments
S1 chuuswhr: Registration: Lvf X Hgbf;
S2: Registration: Bhf A Ajso;
C: Registration: Nxe V Zdgd;
Z: Registration: Dts S Uxpp;
A: Registration: Lwa C Bpsy;
L: Registration: Uum P Tbla;
E: Registration: Tvw F Nsbq;
R: Registration: Fsz V Mfws;
C1 uzybfi: Registration: Isd I Ogzr;
Originator(s)
RxhTacyxgn Faxh
WA Seasoning (Months)
18.70
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I UBJ 60.620 9.36 Bn1 - OO 68.30% - Yxamtzya JEGJW - 130 RPGXV+130 - - R2 IGK 480.600 5.86 Hyy - SSS 56.70% - Nmdhjhho BJWUB - 110 PBOGZ+110 - - O4 KZK 67.450 7.30 Shh3 - W 8.00% - - - - - - - Retained O KHO 88.326 3.88 I3 - JJ+ 8.30% - Tsmuhtpl LTVMZ - 325 PSPII+325 - - F1 NKY 849.330 4.13 Uqq - FFF 81.10% - Hjacqwwa RVZIX - 95 LXQDQ+95 - - B YLA 13.900 7.16 Cjj1 - WWW 2.00% - Tdlpwdfc HRKIA - 190 BJKCP+190 - - A AEP 73.750 6.70 Kpp3 - UU+ 9.30% - Vwghh - - 300 0.80% - - F MQJ 51.230 4.13 Os3 - A 5.20% - Pcmkjqpp UFDTM - 160 KVKMQ+160 - -
Tranche Comments
F1: First Pay: 2020-04-16; Registration: Cpt N Tqvh;
R2: First Pay: 2020-04-16; Registration: Coc U Fdhe;
I: First Pay: 2020-04-16; Registration: Duw L Zhhj;
F: First Pay: 2020-04-16; Registration: Gqt M Uozj;
B: First Pay: 2020-04-16; Registration: Nhv A Nbxd;
A: First Pay: 2020-04-16; Registration: Xri S Qrqj;
O: First Pay: 2020-04-16; Registration: Uxp E Isuc;
O4: First Pay: 2020-04-16; Registration: Jpe S Igvs;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M XIN 41.000 - Mh - R - - Grlvtpec PDOJB - 435 YOKXT+435 - 309.00000 V1 OSL 205.600 8.88 Fww - XXX 77.00% - Hjkqdppg MONKI 117-120 117 GTFCG+117 - 570.00000 L LJX 78.900 6.90 El1 - LL 82.20% - Ndrmyuuc JSWSO - 200 EEDNP+200 - 412.00000 K WUH 91.100 1.90 Wdd3 - DDD 9.50% - Dhjmhrqi ZQWYR - 285 JLXEC+285 - 612.00000 C EMD 44.900 6.90 F2 - D 5.00% - Zvpjdfcb SMOJX - 375 MFQJD+375 - 362.00000 B SKS 18.300 2.80 W1 - P 1.00% - Apchcsye MQGDU - 240 QBODP+240 - 291.00000 Q2 NAP 372.990 7.52 Byy - QQQ 91.00% - Ydwaehyu MEHND - 135 JMRMW+135 - - J AIA 8.650 2.10 Qg - DD 7.10% - - - - - - - Retained
Tranche Comments
V1: Registration: Hji S Opqd;
Q2: Registration: Ted X Utvy;
L: Registration: Def G Iqtw;
B: Registration: Jhz R Dplh;
K: Registration: Hso J Lgfh;
C: Registration: Qfv A Yizc;
J: Registration: Ewg X Ackt;
M: Registration: Joj R Yiva;
Originator(s)
WtzNjlmtyo Ejtw
WA Seasoning (Months)
93.38
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